At a high level we're between 30-40% of our invested assets in an algorthymetically traded
The algo portfolio trades primarily futures these days and is built on
What I'm working on here is a delta neutral options selling strategy to collect theta to help pay for some of the chop on the above systems
On the CRE side I'm all over the place. I co-invest in every project and/or fund we do so I have large exposure to medical office buildings and service oriented retail. Majority of deals are on the value-add to opportunistic spectrum targeting mid
What I'm looking to do is increase my alt
Other things I'm exploring are higher yield more niche and operationally intense CRE with high fragmentation like rv parks, marina's, and manufactured housing.
Also private debt is on my radar as an uncorrelated asset class that's of interest.